12 Sept at 12-14 and 15-17, Economics Department room 1249, 12th floor
Presentation of Ragnar Frisch and Trygve Haavelmo‘s contributions to the history of Econometrics
This part will focus on the birth of econometrics as a discipline within economics thanks to Ragnar Frisch and Trygve Haavelmo between 1926 and 1963. This part will present the role of the two Nobel Prize laureates in
- defining econometrics as a discipline
- defining econometric modelling within a probabilistic approach
- defining the community of econometricians with the Econometric Society foundation, the Journal Econometrica and with the Institute in Oslo and the relations with the SSB.
Lecture materials:
- Teaching in the PhD programme at the Deparment of Economics Universitet i Oslo
- Dupont-Kieffer, Ariane. "Mesure de l'utilité marginale et indice de prix chez Ragnar Frisch." Œconomia–History| Methodology| Philosophy 3, no. 1 (2013): 23-57.
- Boumans, Marcel, and Ariane Dupont-Kieffer. "A History of the Histories of Econometrics." History of political economy 43, no. suppl_1 (2011): 5-31.
- Dupont-Kieffer, Ariane. "Ragnar Frisch’s “Circulation Planning”: an attempt at modelling general equilibrium." Œconomia. History, Methodology, Philosophy 2-3 (2012): 281-303.
- Dupont-Kieffer, Ariane. "Lindahl and Frisch: Linking macroeconomics and national accounting in the interwar years for economic policies and planning." Journal of Economic and Social Measurement 37, no. 1-2 (2012): 145-174.
- Dupont-Kieffer, Ariane. The accelerator principle at the core. Frisch's 1933 rocking horse model. Tracing Back the Influences: American Institutionalism and Norwegian Investment Cycles Theories. Journal of the History of Economic Thought, Volume 34, Number 4, December 2012.
- Dupont-Kieffer, Ariane. "The Vatican Conferences of October 7–13, 1963: Controversies over the neutrality of econometric modeling." History of Political Economy 51, no. 3 (2019): 515-534.
- Frisch, Ragnar. "Propagation problems and impulse problems in dynamic economics." Essays in Honor of Gustav Cassel (1933).
- Frisch, Ragnar. Generalities on planning. Sosialøkonomisk Institutt Universitetet i Oslo, 1957.
- Bjerkholt, Olav, and Ariane Dupont-Kieffer. "Ragnar Frisch and the probability approach." History of Political Economy 43, no. suppl_1 (2011): 109-139.
- Dupont-Kieffer, Ariane, and Alain Pirotte. "The early years of panel data econometrics." History of Political Economy 43, no. suppl_1 (2011): 258-282.
- Bjerkholt, Olav. "Frisch's econometric laboratory and the rise of Trygve Haavelmo's Probability Approach." Econometric Theory 21, no. 3 (2005): 491-533.
- Bjerkholt, Olav. "Writing “the probability approach” with nowhere to go: Haavelmo in the United States, 1939–1944." Econometric Theory 23, no. 5 (2007): 775-837.
- Carret, Vincent. Chapter 2: Fluctuations and growth in Ragnar Frisch's rocking horse model. PhD thesis, 2022.